+100.4%
GHC vs VT
+69.7%
+30.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | +3.7% | -2.3% | +6.0% | +5.6% |
| 30D | +3.8% | -5.0% | +8.7% | +7.8% |
| 3M | +1.6% | -4.9% | +6.4% | +5.3% |
| 6M | +8.3% | -1.5% | +9.8% | +8.5% |
| YTD | +11.0% | +8.5% | +2.6% | +1.1% |
| 1Y | +17.6% | +11.4% | +6.2% | +4.2% |
| 3Y | +100.4% | +70.1% | +30.3% | +10.4% |
| All | +100.4% | +69.7% | +30.7% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling